Preheat the oven to 200°C. Combine the bread and milk in a shallow bowl; put aside to soak.
Combine the parsley, capers, anchovies, lemon juice and a good grinding of pepper in a food processor. Pulse to combine. Add the soaked bread and process until puréed. With the motor still running, slowly add the oil; process until smooth.
Spray a baking tray with cooking spray. Place the salmon, rounded-side-up, on the tray. Bake for 6 to 10 minutes or until the salmon is rare to medium. Serve on a bed of rocket leaves, if using, with the salsa spooned on top.
Did you know?
Canned salmon is so rich in calcium because, during processing, the bones become soft enough to eat.